+185.7%
WEC vs TYL
+174.6%
+11.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +0.2% | +3.5% | -3.3% | -0.3% |
| 30D | +12.9% | +26.9% | -14.0% | +9.1% |
| 3M | +9.8% | +33.8% | -24.0% | +5.1% |
| 6M | +6.7% | +28.8% | -22.1% | +2.3% |
| YTD | +14.0% | -7.9% | +21.8% | +14.5% |
| 1Y | +7.3% | -9.8% | +17.1% | +8.2% |
| 3Y | +63.8% | +1.2% | +62.6% | +59.5% |
| 5Y | +54.8% | -22.8% | +77.6% | +55.4% |
| 10Y | +185.7% | +168.8% | +16.9% | +133.1% |
| All | +185.7% | +174.6% | +11.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling